Re: [R] problems with glm

From: <Bill.Venables_at_csiro.au>
Date: Mon 16 Jan 2006 - 00:16:09 EST


Most of your problems seem to come from 'link = "log"' whereas you probably mean 'link = logit' (which is the default. Hence:

##########################################

> success <- c(13,12,11,14,14,11,13,11,12)
> failure <- c(0,0,0,0,0,0,0,2,2)
> predictor <- c(0,80*5^(0:7))
> glm(cbind(success,failure) ~ predictor,
+           family = binomial, #(link="log"),
+           control = glm.control(epsilon=1e-8,trace=TRUE,maxit=50))
Deviance = 7.621991 Iterations - 1 
Deviance = 6.970934 Iterations - 2 
Deviance = 6.941054 Iterations - 3 

Deviance = 6.940945 Iterations - 4
Deviance = 6.940945 Iterations - 5

Call: glm(formula = cbind(success, failure) ~ predictor, family = binomial, control = glm.control(epsilon = 1e-08, trace = TRUE, maxit = 50))

Coefficients:
(Intercept) predictor
  4.180e+00 -4.106e-07

Degrees of Freedom: 8 Total (i.e. Null); 7 Residual

Null Deviance:      12.08 
Residual Deviance: 6.941        AIC: 15.85 

>
#######################################

Bill Venables,
CMIS, CSIRO Laboratories,
PO Box 120, Cleveland, Qld. 4163
AUSTRALIA
Office Phone (email preferred): +61 7 3826 7251 Fax (if absolutely necessary): +61 7 3826 7304

Mobile (rarely used):                +61 4 1963 4642 
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-----Original Message-----
From: r-help-bounces@stat.math.ethz.ch
[mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Roland R Regoes Sent: Sunday, 15 January 2006 11:04 PM
To: r-help@stat.math.ethz.ch
Subject: [R] problems with glm

Dear R users,

     I am having some problems with glm. The first is an error message "subscript out of bounds". The second is the fact that reasonable starting values are not accepted by the function.

     To be more specific, here is an example:

> success <- c(13,12,11,14,14,11,13,11,12)
> failure <- c(0,0,0,0,0,0,0,2,2)
> predictor <- c(0,80*5^(0:7))
> glm(cbind(success,failure) ~ predictor + 0,

+           family=binomial(link="log"),
+           control=glm.control(epsilon=1e-8,trace=TRUE,maxit=50))
Deviance = 3.348039 Iterations - 1
Error: subscript out of bounds
In addition: Warning message:
step size truncated: out of bounds
>

        The model with intercept yields:

> glm(cbind(success,failure) ~ predictor ,

+           family=binomial(link="log"),
+           control=glm.control(epsilon=1e-8,trace=FALSE,maxit=50))

Call:  glm(formula = cbind(success, failure) ~ predictor, family =
binomial(link = "log"),      control = glm.control(epsilon = 1e-08,
trace = FALSE, maxit = 50))

Coefficients:
(Intercept) predictor
 -5.830e-17 -4.000e-08

Degrees of Freedom: 8 Total (i.e. Null); 7 Residual

Null Deviance:	    12.08 
Residual Deviance: 2.889 	AIC: 11.8 

There were 33 warnings (use warnings() to see them)
> warnings()

1: step size truncated: out of bounds
...
31: step size truncated: out of bounds
32: algorithm stopped at boundary value in: glm.fit(x = X, y = Y, weights = weights, start = start, etastart = etastart, ... 33: fitted probabilities numerically 0 or 1 occurred in: glm.fit(x = X, y = Y, weights = weights, start = start, etastart = etastart, ... >

        Since the intercept in the above fit is fairly small I thought I could use -4e-8 as a reasonable starting value in a model without intercept. But to no avail:

> glm(cbind(success,failure) ~ predictor + 0, start=-4e-8,

+           family=binomial(link="log"),
+           control=glm.control(epsilon=1e-8,trace=FALSE,maxit=50))
Error in glm.fit(x = X, y = Y, weights = weights, start = start, etastart = etastart, :

        cannot find valid starting values: please specify some >

        I am stuck here. Am I doing something wrong when specifying the starting value? I would appreciate any help. (I could not find anything relevant in the documentation of glm and the mailing list archives, but I did not read the source code of glm yet.)

Roland

PS: I am using R Version 2.2.0 (R Cocoa GUI 1.13 (1915)) on MacOSX 10.4.4

-- 
-----------------------------------------------------------------------
Roland Regoes
Theoretical Biology
Universitaetsstr. 16 
ETH Zentrum, CHN H76.1 
CH-8092 Zurich, Switzerland

tel: +41-44-632-6935
fax: +41-44-632-1271

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Received on Mon Jan 16 00:22:22 2006

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